Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.511694 0.571586 0.638432 0.719107 0.814557 0.924796 1.063088
2024-12-29 0.441582 0.516670 0.606191 0.722412 0.871774 1.060833 1.324260
2025-01-05 0.393508 0.476742 0.581108 0.724664 0.922156 1.192645 1.607211
2025-01-12 0.353689 0.440376 0.553519 0.716684 0.954445 1.303407 1.887267
2025-01-19 0.314398 0.399493 0.513958 0.685139 0.946158 1.351452 2.081994
2025-01-26 0.294100 0.381544 0.502888 0.691427 0.993318 1.492316 2.472696
2025-02-02 0.277567 0.366839 0.494242 0.699277 1.043038 1.646795 2.941363
2025-02-09 0.259677 0.348368 0.477863 0.692408 1.066363 1.758702 3.365613
2025-02-16 0.246711 0.335846 0.468941 0.695942 1.107576 1.912875 3.950675
2025-02-23 0.229312 0.315297 0.445689 0.672625 1.095853 1.957658 4.285387
2025-03-02 0.212454 0.294419 0.420234 0.642759 1.067245 1.960459 4.509709
2025-03-09 0.204604 0.286841 0.415376 0.648259 1.108031 2.126064 5.300937
2025-03-16 0.200344 0.284868 0.419943 0.672148 1.192289 2.423378 6.762163
2025-03-23 0.193876 0.278890 0.417264 0.682226 1.249473 2.673370 8.300319
2025-03-30 0.187304 0.272276 0.412903 0.688496 1.299490 2.922540 10.130932
2025-04-06 0.179497 0.263122 0.403384 0.683484 1.322635 3.103805 11.885069
2025-04-13 0.168802 0.248569 0.383338 0.655258 1.285729 3.090844 12.553562
2025-04-20 0.164078 0.243799 0.380459 0.661961 1.336180 3.377854 15.610797
2025-04-27 0.159846 0.239601 0.378272 0.669822 1.391233 3.705984 19.786184
2025-05-04 0.154028 0.232353 0.369949 0.663618 1.408126 3.904946 23.475659
2025-05-11 0.149855 0.227741 0.366232 0.667110 1.452392 4.232725 29.772520
2025-05-18 0.142814 0.217761 0.351751 0.645196 1.421296 4.239294 32.230406
2025-05-25 0.135429 0.206894 0.335056 0.617033 1.368541 4.137721 32.969663